Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function

DOI10.1016/j.spl.2017.02.003zbMath1380.62117OpenAlexW2588563521MaRDI QIDQ2407771

Sadegh Rezaei, Shokofeh Zinodiny, Saralees Nadarajah

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.003

zbMATH Keywords

Bayes estimationminimax estimationbalanced loss functionmatrix-variate normal distributionmean matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items (6)

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function ⋮ Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss ⋮ Robust pricing under strategic trading ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

Cites Work

• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• On estimation of a matrix of normal means with unknown covariance matrix
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• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Correlation inequalities on some partially ordered sets
• On estimation of matrix of normal mean
• Minimax estimators in the normal MANOVA model
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• Empirical Bayes on vector observations: An extension of Stein's method

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